// Gets the prices for all of the securities in a portfolio from IEX Cloud
private async Task <ICollection <PortfolioSecurity> > GetPrices(PortfolioDetailsViewModel viewModel)
{
string token = GetToken();
var client = _clientFactory.CreateClient();
var timePeriod = viewModel.TimePeriod;
foreach (PortfolioSecurity ps in viewModel.Portfolio.PortfolioSecurities)
{
var request = new HttpRequestMessage(HttpMethod.Get,
$"https://cloud.iexapis.com/stable/stock/{ps.Security.Ticker}/chart/{timePeriod}/?chartCloseOnly=true&chartInterval=21&token={token}");
var response = await client.SendAsync(request);
if (response.IsSuccessStatusCode)
{
// Convert the response into price objects and save as a list to the PS's List<Price>
var json = await response.Content.ReadAsStreamAsync();
List <IEXPrice> IEXPrices = await System.Text.Json.JsonSerializer.DeserializeAsync <List <IEXPrice> >(json);
foreach (IEXPrice p in IEXPrices)
{
ps.Prices.Add(new Price
{
Date = p.Date,
AdjClose = p.Close
});
}
}
}
return(viewModel.Portfolio.PortfolioSecurities);
}
// GET: Portfolios/Details/5
public async Task <IActionResult> Details(int?id, string timePeriod)
{
var viewModel = new PortfolioDetailsViewModel();
viewModel.TimePeriod = timePeriod;
if (id == null)
{
return(NotFound());
}
viewModel.Portfolio = await _context.Portfolios
.Include(p => p.User)
.Include(p => p.PortfolioSecurities)
.ThenInclude(p => p.Security)
.Include(p => p.PortfolioSecurities)
.ThenInclude(p => p.AssetClass)
.FirstOrDefaultAsync(p => p.Id == id);
// Asset Allocation data for pie chart
Dictionary <string, int> assetAllocation = new Dictionary <string, int>();
foreach (PortfolioSecurity ps in viewModel.Portfolio.PortfolioSecurities)
{
if (!assetAllocation.ContainsKey(ps.AssetClass.Name))
{
assetAllocation[ps.AssetClass.Name] = 0;
}
assetAllocation[ps.AssetClass.Name] += ps.Weight;
}
// Convert dictionary to json and assign to viewModel
viewModel.AssetAllocationKeys = JsonConvert.SerializeObject(assetAllocation.Keys);
viewModel.AssetAllocationValues = JsonConvert.SerializeObject(assetAllocation.Values);
// Get the prices for all the securities in the portfolio
if (timePeriod != null)
{
viewModel.Portfolio.PortfolioSecurities = await GetPrices(viewModel);
List <DateTime> dates = viewModel.Portfolio.PortfolioSecurities.FirstOrDefault().Prices
.Select(p => p.Date).ToList();
// Iterate over all the dates returned for prices and make entries in Dictionaries
foreach (DateTime date in dates)
{
viewModel.PortfolioValues[date] = 100_000;
viewModel.MonthlyReturns[date] = 0;
viewModel.CumulativeReturns[date] = 0;
}
// Iterate over all the PortfolioSecurities, calculate the weighted monthly return and cumulative return for each security and add it to the dictionary
decimal monthlyReturn = 0;
decimal cumulativeReturn = 0;
foreach (PortfolioSecurity ps in viewModel.Portfolio.PortfolioSecurities)
{
for (int i = 0; i < ps.Prices.Count(); i++)
{
if (i != 0)
{
monthlyReturn = (ps.Prices[i].AdjClose / ps.Prices[i - 1].AdjClose) - 1;
viewModel.MonthlyReturns[ps.Prices[i].Date] += monthlyReturn * ps.Weight / 100;
cumulativeReturn = (ps.Prices[i].AdjClose / ps.Prices[0].AdjClose) - 1;
viewModel.CumulativeReturns[ps.Prices[i].Date] += cumulativeReturn * ps.Weight / 100;
}
}
}
// Iterate over the viewModel's CumulativeReturns dictionary and update the PortfolioValues dictionary with the appropriate value
//DateTime firstDate = viewModel.PortfolioValues.Keys.First();
//viewModel.PortfolioValues[firstDate] = 100_000;
foreach (KeyValuePair <DateTime, decimal> kvp in viewModel.CumulativeReturns)
{
viewModel.PortfolioValues[kvp.Key] = 100_000 * (1 + kvp.Value);
}
decimal begValue = viewModel.PortfolioValues.First().Value;
decimal endValue = viewModel.PortfolioValues.Last().Value;
viewModel.Return = ((endValue / begValue) - 1) * 100;
decimal numYears = dates.Count() / 12;
viewModel.CAGR = (decimal)(Math.Pow((double)(endValue / begValue), (double)(1 / numYears))) - 1;
viewModel.CAGR = viewModel.CAGR * 100;
// Calculate the StdDeviation
List <decimal> monthlyReturns = viewModel.MonthlyReturns.Values.ToList();
// Remove the first value since the 1st period has no return
monthlyReturns.Remove(monthlyReturns[0]);
decimal monthlyStdDev = StdDev(monthlyReturns);
// Get estimated annualized StdDev
viewModel.StdDeviation = monthlyStdDev * (decimal)Math.Sqrt(12);
viewModel.StdDeviation = viewModel.StdDeviation * 100;
// Set dates
viewModel.StartDate = viewModel.PortfolioValues.First().Key;
viewModel.EndDate = viewModel.PortfolioValues.Last().Key;
// Convert portfolio values to JSON and set in the viewModel
viewModel.ChartData = JsonConvert.SerializeObject(viewModel.PortfolioValues);
return(View(viewModel));
}
if (viewModel.Portfolio == null)
{
return(NotFound());
}
return(View(viewModel));
}